scholarly journals Testing for the presence of measurement error in Stata

2020 ◽  
Vol 20 (2) ◽  
pp. 382-404
Author(s):  
Young Jun Lee ◽  
Daniel Wilhelm
Keyword(s):  
Monte Carlo ◽  
Measurement Error ◽  
Monte Carlo Simulations ◽  
Nonparametric Test ◽  
Parametric Models ◽  
Empirical Application ◽  
Explanatory Variables ◽  
Working Paper ◽  
Linear Regressions

In this article, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new command, dgmtest, for a nonparametric test proposed in Wilhelm (2018, Working Paper CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.

scholarly journals An Updated Guideline for Assessing Discriminant Validity

2020 ◽  
pp. 109442812096861
Author(s):  
Mikko Rönkkö ◽  
Eunseong Cho
Keyword(s):  
Monte Carlo ◽  
Measurement Error ◽  
Monte Carlo Simulations ◽  
Empirical Research ◽  
Discriminant Validity ◽  
Ad Hoc ◽  
Validity Assessment ◽  
Two Measures ◽  
Definition Of

Discriminant validity was originally presented as a set of empirical criteria that can be assessed from multitrait-multimethod (MTMM) matrices. Because datasets used by applied researchers rarely lend themselves to MTMM analysis, the need to assess discriminant validity in empirical research has led to the introduction of numerous techniques, some of which have been introduced in an ad hoc manner and without rigorous methodological support. We review various definitions of and techniques for assessing discriminant validity and provide a generalized definition of discriminant validity based on the correlation between two measures after measurement error has been considered. We then review techniques that have been proposed for discriminant validity assessment, demonstrating some problems and equivalencies of these techniques that have gone unnoticed by prior research. After conducting Monte Carlo simulations that compare the techniques, we present techniques called CICFA(sys) and [Formula: see text](sys) that applied researchers can use to assess discriminant validity.

scholarly journals A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark

Mathematics ◽  
2022 ◽  
Vol 10 (2) ◽  
pp. 228
Author(s):  
Pablo Pincheira ◽  
Nicolas Hardy ◽  
Andrea Bentancor
Keyword(s):  
Monte Carlo ◽  
Random Walk ◽  
Monte Carlo Simulations ◽  
Strong Assumption ◽  
Empirical Application ◽  
Random Walk Hypothesis ◽  
Out Of Sample ◽  
Sample Test ◽  
Commodity Currencies

We show that a straightforward modification of a trading-based test for predictability displays interesting advantages over the Excess Profitability (EP) test proposed by Anatolyev and Gerco when testing the Driftless Random Walk Hypothesis. Our statistic is called the Straightforward Excess Profitability (SEP) test, and it avoids the calculation of a term that under the null of no predictability should be zero but in practice may be sizable. In addition, our test does not require the strong assumption of independence used to derive the EP test. We claim that dependence is the rule and not the exception. We show via Monte Carlo simulations that the SEP test outperforms the EP test in terms of size and power. Finally, we illustrate the use of our test in an empirical application within the context of the commodity-currencies literature.

scholarly journals Dual-Polarized Planar Phased Array Analysis for Meteorological Applications

2015 ◽  
Vol 2015 ◽  
pp. 1-12 ◽  
Author(s):  
Chen Pang ◽  
Peter Hoogeboom ◽  
François Le Chevalier ◽  
Herman W. J. Russchenberg ◽  
Jian Dong ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Measurement Error ◽  
Theoretical Analysis ◽  
Monte Carlo Simulations ◽  
Phased Array ◽  
Antenna Element ◽  
Array Analysis ◽  
Dual Polarized ◽  
Dual Polarized Antenna ◽  
Entire Array

This paper presents a theoretical analysis for the accuracy requirements of the planar polarimetric phased array radar (PPPAR) in meteorological applications. Among many factors that contribute to the polarimetric biases, four factors are considered and analyzed in this study, namely, the polarization distortion due to the intrinsic limitation of a dual-polarized antenna element, the antenna pattern measurement error, the entire array patterns, and the imperfect horizontal and vertical channels. Two operation modes, the alternately transmitting and simultaneously receiving (ATSR) mode and the simultaneously transmitting and simultaneously receiving (STSR) mode, are discussed. For each mode, the polarimetric biases are formulated. As the STSR mode with orthogonal waveforms is similar to the ATSR mode, the analysis is mainly focused on the ATSR mode and the impacts of the bias sources on the measurement of polarimetric variables are investigated through Monte Carlo simulations. Some insights of the accuracy requirements are obtained and summarized.

Low-voltage EDS of magnesium ferrite Dendrites in a FEG-SEM

1996 ◽  
Vol 54 ◽  
pp. 478-479
Author(s):  
Matthew T. Johnson ◽  
Ian M. Anderson ◽  
Jim Bentley ◽  
C. Barry Carter
Keyword(s):  
Monte Carlo ◽  
Quantitative Analysis ◽  
Monte Carlo Simulations ◽  
Cross Section ◽  
Spatial Resolution ◽  
Low Voltage ◽  
Magnesium Ferrite ◽  
X Ray ◽  
Interaction Volume ◽  
Ferrite Spinel

Energy-dispersive X-ray spectrometry (EDS) performed at low (≤ 5 kV) accelerating voltages in the SEM has the potential for providing quantitative microanalytical information with a spatial resolution of ∼100 nm. In the present work, EDS analyses were performed on magnesium ferrite spinel [(MgxFe1−x)Fe2O4] dendrites embedded in a MgO matrix, as shown in Fig. 1. spatial resolution of X-ray microanalysis at conventional accelerating voltages is insufficient for the quantitative analysis of these dendrites, which have widths of the order of a few hundred nanometers, without deconvolution of contributions from the MgO matrix. However, Monte Carlo simulations indicate that the interaction volume for MgFe2O4 is ∼150 nm at 3 kV accelerating voltage and therefore sufficient to analyze the dendrites without matrix contributions.Single-crystal {001}-oriented MgO was reacted with hematite (Fe2O3) powder for 6 h at 1450°C in air and furnace cooled. The specimen was then cleaved to expose a clean cross-section suitable for microanalysis.

MONTE CARLO SIMULATIONS OF ELECTRON DRIFT VELOCITIES IN THE NOBLE GASES AND THEIR MIXTURES

1979 ◽  
Vol 40 (C7) ◽  
pp. C7-63-C7-64
Author(s):  
A. J. Davies ◽  
J. Dutton ◽  
C. J. Evans ◽  
A. Goodings ◽  
P.K. Stewart
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Noble Gases ◽  
Electron Drift
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